In this note, we present the solution to the algebraic Riccati equation (ARE) with indefinite sign quadratic term related to the H-infinity control problem for singularly perturbed system by means of a Kleinman's ...
详细信息
In this note, we present the solution to the algebraic Riccati equation (ARE) with indefinite sign quadratic term related to the H-infinity control problem for singularly perturbed system by means of a Kleinman's type algorithm. The resulting algorithm is very efficient from the numerical point of view because the ARE is solvable even if the quadratic term has an indefinite sign. Moreover, the resulting iterative algorithm is quadratically convergent. We also present a new algorithm for solving the generalized algebraic Lyapunov equation (GALE) on the basis of the fixed point algorithm.
The limits of the static state feedback u = Fx + Gv, with G not necessarily nonsingular, in altering the transmission pole structure of the linear system (x) over dot = Ax f Bu are studied. A necessary and sufficient ...
详细信息
The limits of the static state feedback u = Fx + Gv, with G not necessarily nonsingular, in altering the transmission pole structure of the linear system (x) over dot = Ax f Bu are studied. A necessary and sufficient condition for a list of polynomials to be the denominator polynomials of the Smith-McMillan form of the closed-loop transfer matrix (sl - A - BF)(-1)BG is established. The condition involves the calculation of the infimal set of the controllability indices that the system can attain through feedback while satisfying the Rosenbrock inequalities. (C) 1999 Elsevier Science Ltd. All rights reserved.
The aim of this work is to present a finite element method for the approximation of the steady solution of an incompressible second-grade fluid model in two dimensions. The equations for second-grade fluids form a sys...
详细信息
The aim of this work is to present a finite element method for the approximation of the steady solution of an incompressible second-grade fluid model in two dimensions. The equations for second-grade fluids form a system of nonlinear partial differential equations of mixed elliptic-hyperbolic type (in the steady state). Using a fixed-point argument, associated with the decomposition of the system into a transport equation and a Stokes system, existence and uniqueness of the approximate solution are proved and error estimates are obtained. This technique allows the construction of a decoupled fixed-pointalgorithm converging to the discrete solution of the original problem. (C) 1999 Published by Elsevier Science B.V. All rights reserved.
This paper is the description of a new two-grid algorithm to solve frictional contact problems. A regularized formulation is introduced and the discretized problem is solved using an internal non linear two-grid techn...
详细信息
This paper is the description of a new two-grid algorithm to solve frictional contact problems. A regularized formulation is introduced and the discretized problem is solved using an internal non linear two-grid technique coupled with a diagonal fixed point algorithm. Mathematical background is given, and superconvergence is obtained.
Given a set Ω of Rn and a function f from Ω into Rn we consider a problem of finding a point x* in Ω such that (x-x*)tf(x*){succeeds or equal to}0 holds for every point x in Ω. This problem is called the stationar...
详细信息
Steady-state solutions of a piecewise-linear oscillator under multi-forcing frequencies are obtained using the fixed point algorithm (FPA). Stability analysis is also performed using the same technique. For the period...
详细信息
When Merrill's method without an extra dimension is applied to solving sparse or partially separable systems of nonlinear equations, the computational efficiency can be further improved, i.e., a larger piece of li...
详细信息
When Merrill's method without an extra dimension is applied to solving sparse or partially separable systems of nonlinear equations, the computational efficiency can be further improved, i.e., a larger piece of linearity can be traversed in one step by using a suitable linear system. One of the linear systems is updated and the corresponding technique is shown to update information about the linear system and the large piece in the implementation of the method. Some numerical results of the method support the claim that it is efficient. Also, some mistakes from a previous paper, in which the main technique exploiting sparsity was proposed, are corrected.
作者:
MARAZZI, AUNIV LAUSANNE
INST MED SOCIALE & PREVENT DIV STAT & INFORMAT CH-1005 LAUSANNE SWITZERLAND
A preliminary step for the computation of bounded influence regression is the determination of weights for the points x i in the factor space. This can be achieved through the computation of a robust affinely invarian...
详细信息
A preliminary step for the computation of bounded influence regression is the determination of weights for the points x i in the factor space. This can be achieved through the computation of a robust affinely invariant covariance matrix (with fixed location) and the computation of robust distances of the x i to the origin, in the metric defined by the covariance matrix. For a well known fixed point algorithm convergence has been proved. However, its speed is not very satisfactory in practice. Newton-like and conjugate gradient approaches have been suggested by P.J. Huber. This paper reviews the various proposals, discusses their implementations, some of their convergence properties and compares empirically their performances.
The M-estimates of multivariate location and scatter are a class of robust alternatives to the sample mean vector and sample covariance matrix. They also have applications to bounded influence regression. There are a ...
详细信息
The M-estimates of multivariate location and scatter are a class of robust alternatives to the sample mean vector and sample covariance matrix. They also have applications to bounded influence regression. There are a number of problems, though, which need to be resolved before they can become widely applicable. This paper addresses the problems of existence, uniqueness and computation of the M-estimates for finite sample sizes.
A variable dimension algorithm with integer labelling is proposed for solving systems ofn equations inn variables. The algorithm is an integer labelling version of the 2-ray algorithm proposed by the author. The orien...
详细信息
A variable dimension algorithm with integer labelling is proposed for solving systems ofn equations inn variables. The algorithm is an integer labelling version of the 2-ray algorithm proposed by the author. The orientation of lower dimensional simplices is studied and is shown to be preserved along a sequence of adjacent simplices.
暂无评论